Monthly Archives: December 2010

MCMC in Python: Custom StepMethods and bounded-depth spanning tree distraction

I was looking for a distraction earlier this week, which led me to the world of stackexchange sites. The stack overflow has been on my radar for a while now, because web-search for coding questions often leads there and the answers are often good. And I knew that math overflow, tcs overflow, and even stats overflow existed, but I’d never really explored these things.

Well, diversion found! I got enamored with an MCMC question on the tcs site, about how to find random bounded-depth spanning trees. Bounded-depth spanning trees are something that I worked on with David Wilson and Riccardo Zechinna in my waning days of my MSR post-doc, and we came up with some nice results, but the theoretical ones are just theory, and the practical ones are based on message passing algorithms that still seem magical to me, even after hours of patient explanation from my collaborators.

So let’s do it in PyMC… this amounts to an exercise in writing custom step methods, something that’s been on my mind for a while anyways. And, as a bonus, I got to make an animation of the chain in action which I find incredibly soothing to watch on repeat:

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Filed under MCMC, TCS

World Malaria Report and MCMC

OMG I have got busy. I went to NIPS and the weekend disappeared and now it’s post-doc interview season again, already! So much to say, but I plan to pace myself. For this short post, an exciting announcement that my model of the insecticide treated mosquito net distribution supply chain was used in the WHO 2010 World Malaria Report, which just came out. Since it is a Bayesian statistical model that draws samples from a posterior distribution with MCMC, it’s really nice that the report includes some of the uncertainty intervals around the coverage estimates. Guess what? There is a lot of uncertainty. But nets are getting to households and getting used. Pages 19 and 20 in Chapter 4 have the results of our hard work.


Filed under global health, MCMC